-35.0%
STRL vs BURL
-7.8%
-27.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.7% |
| 7D | -26.9% | +4.1% | -31.0% | -27.6% |
| 30D | -52.7% | -9.5% | -43.2% | -51.4% |
| 3M | -52.8% | -33.5% | -19.3% | -48.2% |
| 6M | -71.5% | -22.1% | -49.4% | -70.5% |
| YTD | -17.4% | -14.6% | -2.9% | -15.6% |
| 1Y | -35.0% | -8.4% | -26.6% | -33.8% |
| All | -35.0% | -7.8% | -27.1% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling